Work

Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility

Year: 2024

Type: article

Source: Studies in Nonlinear Dynamics and Econometrics

DOI: 10.1515/snde-2024-0013

Authors: Wen Xu, Pakorn Aschakulporn, Jin E. Zhang

Institution: University of Otago

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4401648579

FWCI: 0.36

Cites: 24

Cited by: 1

Related to: 10